...that we can imagine being a bit like waves and/or particles in the macroscopic world.
It's a bit more than that. We can demonstrate that, under certain circumstances, they are behaving exactly the same as waves do, and we can demonstrate that, under other circumstances, they behave exactly the same way as particles do. It's nothing to do with imagination - we can clearly see the results.
But I agree, asking what "really" happens doesn't make much sense.